On the properties of the Dickey-Pantula test against fractional alternatives

Publisher： Elsevier

ISSN： 0165-1765

Source： Economics Letters, Vol.57, Iss.1, 1997-11, pp. : 11-16

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap

By Bisaglia L. Procidano I.

Economics Letters, Vol. 77, Iss. 3, 2002-11 ,pp. : 343-347

Elsevier

Access to resources Recommend Favorite

Fractional integration and the augmented Dickey-Fuller Test

By Kramer W.

Economics Letters, Vol. 61, Iss. 3, 1998-12 ,pp. : 269-272

Elsevier

Access to resources Recommend Favorite

On the power of the multivariate KPSS test of stationarity against fractionally integrated alternatives

By Su Jen-Je

Applied Economics Letters, Vol. 10, Iss. 10, 2003-08 ,pp. : 637-641

Routledge Ltd

Access to resources Recommend Favorite

Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks

By Carrion i Silvestre J.L. Sanso i Rossello A. Arts Ortuno M.

Economics Letters, Vol. 63, Iss. 3, 1999-06 ,pp. : 279-283

Elsevier

Access to resources Recommend Favorite

Application of the Dickey–Fuller test to the Nelson and Plosser (1982) Data

By Vougas Dimitrios V.

Applied Economics Letters, Vol. 9, Iss. 8, 2002-06 ,pp. : 511-514

Routledge Ltd

Access to resources Recommend Favorite